Access Statistics for Carlos Velasco

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A simple and general test for white noise 0 0 1 1,152 0 0 4 3,928
A wald test for the cointegration rank in nonstationary fractional systems 0 0 0 74 0 2 4 272
Autocorrelation-Robust Inference - (Now published in 'Handbook of Statistics', vol.15, G S Maddala and C R Rao (eds), Elsevier Science Publishers BV (1997), pp.267-298.) 0 0 0 0 0 0 1 38
Class Attendance and Academic Performance among Spanish Economics Students 1 3 4 134 1 6 10 774
Delayed Overshooting: It's an 80s Puzzle 0 0 1 10 0 0 15 81
Distribution Free Goodness-of-Fit Tests for Linear Processes 0 0 0 3 0 0 0 24
Distribution free goodness-of-fit tests for linear processes 0 0 0 2 0 0 0 23
Distribution-free Tests of Fractional Cointegration 0 0 0 98 0 0 1 253
Do Foreign Excess Return Regressions Convey Valid Information? 0 0 0 22 1 1 1 95
Edgeworth Expansions for Spectral Density Estimates and Studentized Sample Mean - (Now published in Economic Theory, 17 (2001), pp.497-539 0 0 0 1 0 1 2 20
Edgeworth expansions for spectral density estimates and studentized sample mean 0 0 0 2 0 0 0 24
Edgeworth expansions for spectral density estimates and studentized sample mean 0 0 0 2 0 0 0 35
Efficient Inference on Fractionally Integrated Panel Data Models with Fixed Effects 0 0 0 2 1 1 1 22
Efficient inference on fractionally integrated panel data models with fixed effects 0 1 1 14 0 1 1 33
Efficient inference on fractionally integrated panel data models with fixed effects 0 0 0 2 0 0 0 25
Efficient wald tests for fractional unit roots 0 0 0 151 0 0 0 336
Estimation of Fractionally Integrated Panels with Fixed Effects and Cross-Section Dependence 0 0 0 46 0 1 1 80
FRACTIONAL COINTEGRATING REGRESSION IN THE PRESENCE OF LINEAR TIME TRENDS 0 0 0 0 1 1 1 252
Fractional Cointegration Rank Estimation 0 1 1 34 0 1 2 62
Fractional cointegration rank estimation 0 0 0 48 0 0 0 143
Inference on trending panel data 0 0 0 6 0 0 0 11
Instrumental variable estimation via a continuum of instruments with an application to estimating the elasticity of intertemporal substitution in consumption 0 1 4 67 1 4 14 56
LM tests for joint breaks in the dynamics and level of a long-memory time series 0 0 1 11 0 0 1 20
Model Adequacy Checks for Discrete Choice Dynamic Models 0 0 0 111 1 1 1 281
Model Adequacy Checks for Discrete Choice Dynamic Models 0 0 0 1 1 1 2 16
New Goodness-of-fit Diagnostics for Conditional Discrete Response Models 0 0 0 78 0 0 0 157
New Goodness-of-fit Diagnostics for Conditional Discrete Response Models 0 0 0 40 1 1 1 48
On the Properties of Regression Tests of Asset Return Predictability 0 0 0 76 1 1 1 153
Optimal Fractional Dickey-Fuller Tests for Unit Roots 0 0 0 103 0 0 1 266
Persistence Heterogeneity Testing in Panels with Interactive Fixed Effects 0 0 1 42 0 0 1 31
Residual Log-Periodogram Inference for Long-Run Relationships 0 0 0 10 0 2 3 130
Residual Log-Periodogram Inference for Long-Run-Relationships 0 0 0 0 1 1 1 9
Residual Log-Periodogram Inference for Long-Run-Relationships 0 0 0 0 0 1 2 11
Residual log-periodogram inference for long-run relationships 0 0 0 0 0 0 0 8
Specification Tests of Parametric Dynamic Conditional Quantiles 0 0 0 3 0 1 2 16
Specification tests of parametric dynamic conditional quantiles 0 0 0 3 0 0 0 45
Testing the Martingale Difference Hypothesis Using Integrated Regression Functions 0 0 0 113 0 0 0 416
Tests for m-dependence Based on Sample Splitting Methods 0 0 0 53 0 0 0 145
The Forward Discount Puzzle: Identi cation of Economic Assumptions 0 0 0 30 0 0 0 140
Whittle Pseudo-Maximum Likelihood Estimation for Nonstationary Time Series - (Now published in Journal of the American Statistical Association, 95, (2000), pp.1229-1243.) 0 0 0 8 0 1 1 27
Whittle pseudo-maximum likelihood estimation for nonstationary time series 0 0 1 18 0 1 2 67
Total Working Papers 1 6 15 2,570 10 30 77 8,573
8 registered items for which data could not be found


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A JOINT PORTMANTEAU TEST FOR CONDITIONAL MEAN AND VARIANCE TIME-SERIES MODELS 0 0 0 5 0 1 1 42
A SIMPLE TEST OF NORMALITY FOR TIME SERIES 0 0 1 43 0 0 2 120
A Wald test for the cointegration rank in nonstationary fractional systems 0 0 1 64 0 2 3 261
An Asymptotically Pivotal Transform of the Residuals Sample Autocorrelations With Application to Model Checking 0 0 0 14 0 0 0 72
BOOTSTRAP ASSISTED SPECIFICATION TESTS FOR THE ARFIMA MODEL 0 0 0 11 0 0 0 68
Comments on: A review on empirical likelihood methods for regression 0 0 0 9 0 1 1 49
Comments on: Model-free model-fitting and predictive distributions 0 0 0 0 0 0 0 32
Comments on: Subsampling weakly dependent time series and application to extremes 0 0 0 4 0 0 0 31
Consistent Testing of Cointegrating Relationships 0 0 0 145 0 0 0 447
DISTRIBUTION-FREE TESTS OF FRACTIONAL COINTEGRATION 0 0 0 22 0 0 0 87
Delayed Overshooting: Is It an '80s Puzzle? 1 1 11 53 3 5 23 238
Distribution-free specification tests for dynamic linear models 0 0 0 23 0 0 2 161
Distribution-free tests for time series models specification 0 0 0 21 0 1 1 88
EDGEWORTH EXPANSIONS FOR SPECTRAL DENSITY ESTIMATES AND STUDENTIZED SAMPLE MEAN 0 0 0 10 0 1 1 43
ESTIMATION FOR DYNAMIC PANEL DATA WITH INDIVIDUAL EFFECTS 1 1 4 12 2 2 6 20
Efficiency improvements for minimum distance estimation of causal and invertible ARMA models 0 0 0 3 0 1 1 26
Efficient Wald Tests for Fractional Unit Roots 0 0 0 145 0 0 4 439
Efficient inference on fractionally integrated panel data models with fixed effects 1 1 1 11 1 1 1 67
Estimation of fractionally integrated panels with fixed effects and cross-section dependence 0 2 2 12 0 2 4 51
Fractional Cointegration Rank Estimation 0 0 0 8 1 1 1 37
Fractional cointegration in the presence of linear trends 0 1 1 34 1 2 2 128
Gaussian Semiparametric Estimation of Non‐stationary Time Series 0 0 0 1 0 0 0 17
Gaussian Semi‐parametric Estimation of Fractional Cointegration 0 0 1 63 1 1 2 194
Generalized spectral tests for the martingale difference hypothesis 0 1 10 185 1 2 21 482
Identification and Estimation of Structural VARMA Models Using Higher Order Dynamics 0 1 2 5 2 3 4 13
Inference on trending panel data 0 0 0 3 0 0 0 30
LM Tests for Joint Breaks in the Dynamics and Level of a Long-Memory Time Series 0 1 4 6 0 2 5 15
Lecture Attendance, Study Time, and Academic Performance: A Panel Data Study 0 1 8 21 1 7 33 127
Local Cross‐validation for Spectrum Bandwidth Choice 0 0 0 0 0 0 0 5
Long Memory in Stock-Market Trading Volume 0 0 0 0 1 2 4 1,207
NON-GAUSSIAN LOG-PERIODOGRAM REGRESSION 0 0 0 27 0 0 0 94
New goodness-of-fit diagnostics for conditional discrete response models 0 0 0 8 0 0 1 71
Non-stationary log-periodogram regression 0 0 0 128 0 0 0 334
On the Properties of Regression Tests of Stock Return Predictability Using Dividend-Price Ratios 0 0 1 9 0 0 1 41
On the Properties of Regression Tests of Stock Return Predictability Using Dividend-Price Ratios 0 0 0 0 0 0 0 11
Optimal Fractional Dickey-Fuller tests 0 0 0 86 0 1 3 429
Persistence Heterogeneity Testing in Panels with Interactive Fixed Effects 0 0 1 3 0 0 1 29
Power comparison among tests for fractional unit roots 0 0 0 30 1 1 2 75
Recursive lower and dual upper bounds for Bermudan-style options 0 0 2 3 1 1 6 11
Residual log-periodogram inference for long-run relationships 0 0 2 107 0 0 3 412
Sign tests for long-memory time series 0 0 0 83 0 0 1 202
Single step estimation of ARMA roots for nonfundamental nonstationary fractional models 0 0 2 2 0 0 2 4
Specification tests of parametric dynamic conditional quantiles 0 0 2 67 0 0 3 172
Testing the martingale difference hypothesis using integrated regression functions 0 0 0 51 1 1 2 123
Tests for m-dependence based on sample splitting methods 0 0 0 34 0 1 2 162
The Periodogram of fractional processes1 0 0 0 26 0 0 0 68
The optimal method for pricing Bermudan options by simulation 0 0 0 3 0 1 1 20
Trend stationarity versus long-range dependence in time series analysis 0 0 0 52 0 0 1 186
Trimming and Tapering Semi‐Parametric Estimates in Asymmetric Long Memory Time Series 0 1 1 41 0 1 1 196
Total Journal Articles 3 11 57 1,693 17 44 152 7,237


Statistics updated 2025-03-03